+352.4%
CCJ vs CNH
+32.2%
+320.2%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.8% | +1.6% | +3.3% |
| 7D | -7.3% | -1.7% | -5.6% | -6.6% |
| 30D | -20.0% | -7.2% | -12.7% | -18.0% |
| 3M | -23.8% | +6.5% | -30.4% | -26.8% |
| 6M | -42.4% | +7.9% | -50.3% | -45.3% |
| YTD | -22.1% | +26.6% | -48.7% | -31.0% |
| 1Y | -20.8% | +13.8% | -34.6% | -27.2% |
| 3Y | +75.7% | +9.2% | +66.5% | +56.9% |
| 5Y | +167.4% | -15.6% | +183.0% | +162.4% |
| 10Y | +826.3% | +119.2% | +707.1% | +498.7% |
| All | +352.4% | +32.2% | +320.2% | +220.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CNH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling